Ambow Education Holding Stock Market Value
| AMBO Stock | USD 1.71 0.14 7.57% |
| Symbol | Ambow |
Ambow Education Holding Company Valuation
Is Diversified Consumer Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ambow Education. If investors know Ambow will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ambow Education listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 3.361 | Earnings Share (1.20) | Revenue Per Share 3.253 | Quarterly Revenue Growth (0.40) | Return On Assets (0.12) |
The market value of Ambow Education Holding is measured differently than its book value, which is the value of Ambow that is recorded on the company's balance sheet. Investors also form their own opinion of Ambow Education's value that differs from its market value or its book value, called intrinsic value, which is Ambow Education's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ambow Education's market value can be influenced by many factors that don't directly affect Ambow Education's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ambow Education's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ambow Education is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ambow Education's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ambow Education 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ambow Education's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ambow Education.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Ambow Education on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Ambow Education Holding or generate 0.0% return on investment in Ambow Education over 390 days. Ambow Education is related to or competes with Laureate Education, American Public, Lincoln Educational, Adtalem Global, Afya, and Grand Canyon. Ambow Education Holding Ltd. provides a range of educational and career enhancement services and products to students, r... More
Ambow Education Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ambow Education's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ambow Education Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.49 | |||
| Information Ratio | 0.0847 | |||
| Maximum Drawdown | 259.37 | |||
| Value At Risk | (9.44) | |||
| Potential Upside | 17.79 |
Ambow Education Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ambow Education's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ambow Education's standard deviation. In reality, there are many statistical measures that can use Ambow Education historical prices to predict the future Ambow Education's volatility.| Risk Adjusted Performance | 0.074 | |||
| Jensen Alpha | 3.53 | |||
| Total Risk Alpha | (1.53) | |||
| Sortino Ratio | 0.2621 | |||
| Treynor Ratio | (0.28) |
Ambow Education Holding Backtested Returns
Ambow Education is out of control given 3 months investment horizon. Ambow Education Holding secures Sharpe Ratio (or Efficiency) of 0.0862, which signifies that the company had a 0.0862% return per unit of standard deviation over the last 3 months. We have analyzed twenty-eight different technical indicators, which can help you to evaluate if expected returns of 2.57% are justified by taking the suggested risk. Use Ambow Education mean deviation of 10.2, and Risk Adjusted Performance of 0.074 to evaluate company specific risk that cannot be diversified away. Ambow Education holds a performance score of 6 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -9.23, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Ambow Education are expected to decrease by larger amounts. On the other hand, during market turmoil, Ambow Education is expected to outperform it. Use Ambow Education value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to analyze future returns on Ambow Education.
Auto-correlation | -0.08 |
Very weak reverse predictability
Ambow Education Holding has very weak reverse predictability. Overlapping area represents the amount of predictability between Ambow Education time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ambow Education Holding price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Ambow Education price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Ambow Education Holding lagged returns against current returns
Autocorrelation, which is Ambow Education stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ambow Education's stock expected returns. We can calculate the autocorrelation of Ambow Education returns to help us make a trade decision. For example, suppose you find that Ambow Education has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ambow Education regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ambow Education stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ambow Education stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ambow Education stock over time.
Current vs Lagged Prices |
| Timeline |
Ambow Education Lagged Returns
When evaluating Ambow Education's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ambow Education stock have on its future price. Ambow Education autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ambow Education autocorrelation shows the relationship between Ambow Education stock current value and its past values and can show if there is a momentum factor associated with investing in Ambow Education Holding.
Regressed Prices |
| Timeline |
Pair Trading with Ambow Education
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Ambow Education position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Ambow Education will appreciate offsetting losses from the drop in the long position's value.Moving against Ambow Stock
| 0.58 | COE | 51Talk Online Education Earnings Call This Week | PairCorr |
| 0.34 | GSUN | Golden Sun Education | PairCorr |
| 0.31 | GV | Visionary Education | PairCorr |
The ability to find closely correlated positions to Ambow Education could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Ambow Education when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Ambow Education - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Ambow Education Holding to buy it.
The correlation of Ambow Education is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Ambow Education moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Ambow Education Holding moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Ambow Education can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Ambow Education Correlation, Ambow Education Volatility and Ambow Education Alpha and Beta module to complement your research on Ambow Education. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
Ambow Education technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.